Advanced Course in Time–Series Econometrics

The Advanced Course in Time Series Econometrics addresses modelling techniques for time series data when unit roots are present in the data. An overview of the technical characteristics of time-series data and the concept of non-stationarity is provided; and the econometric techniques of cointegration and error correction modelling are revised in single equations (residual-based cointegration), with emphasis on their empirical application. The main focus of the course is however on the theory and application of multivariate cointegration. The course concludes with a discussion on the application of volatility models. The course takes place in a computer lab on the main campus of the University of Pretoria. Delegates use Eviews version 10 for practical applications. 

Contact Details

Contact Person: 

Enterprises UP
Course Details

Course Delivery Method: 

In Class In Class

Course Duration: 

5 Days


R 12000.00

Course fee Includes: 

Course material and refreshments